C# Class Demo.MyStrategy

Inheritance: InstrumentStrategy
Datei anzeigen Open project: fastquant/fastquant.dll Class Usage Examples

Public Methods

Method Description
MyStrategy ( Framework framework, string name ) : System

Protected Methods

Method Description
OnBar ( SmartQuant.Instrument instrument, Bar bar ) : void
OnExecutionReport ( ExecutionReport report ) : void
OnFill ( Fill fill ) : void
OnPositionOpened ( Position position ) : void
OnStrategyStart ( ) : void

Private Methods

Method Description
AddGroups ( ) : void
UpdateExitLimit ( ) : void

Method Details

MyStrategy() public method

public MyStrategy ( Framework framework, string name ) : System
framework Framework
name string
return System

OnBar() protected method

protected OnBar ( SmartQuant.Instrument instrument, Bar bar ) : void
instrument SmartQuant.Instrument
bar Bar
return void

OnExecutionReport() protected method

protected OnExecutionReport ( ExecutionReport report ) : void
report ExecutionReport
return void

OnFill() protected method

protected OnFill ( Fill fill ) : void
fill Fill
return void

OnPositionOpened() protected method

protected OnPositionOpened ( Position position ) : void
position Position
return void

OnStrategyStart() protected method

protected OnStrategyStart ( ) : void
return void